Bootstrapping an Econometric Model: Some Empirical Results

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Trend analysis of climate time series: A review of methods (2019, neutral): “Lahiri (2003) presents theoretical comparisons between the MBB, the SB, the autoregressive boostrap (ARB), and other bootstrap variants.”
Bootstrap Inference in Econometrics (2002, unknown): “A simpler approach, which also allows for heteroscedasticity, is to use the pairs bootstrap; this was proposed by Freedman and Peters (1984).”
Bootstrap Methods in Econometrics (2006, unknown): “…it can also be used with dynamic models, provided the error terms are Another method that can accommodate heteroskedasticity is the 'pairs bootstrap', which was proposed by Freedman (1981) and was applied to regressions with instrumental variables by Freedman (1984) and Freedman and Peters (1984).”
On the Timing Ability of Mutual Fund Managers (2001, methodology): “To overcome this statistical problem, we construct bootstrap standard errors for the timing coefficients following the procedure described by Freedman and Peters (1984).”